44 #ifndef ROL_TYPEE_COMPOSITESTEPALGORITHM_H
45 #define ROL_TYPEE_COMPOSITESTEPALGORITHM_H
58 template<
typename Real>
134 std::ostream &outStream = std::cout);
232 template<
typename T>
int sgn(T val)
const;
234 void printInfoLS(
const std::vector<Real> &res, std::ostream& os)
const;
250 std::ostream &outStream = std::cout)
override;
252 virtual void writeHeader(std::ostream& os)
const override;
254 virtual void writeName(std::ostream& os)
const override;
256 virtual void writeOutput(std::ostream& os,
const bool print_header =
false)
const override;
Provides the interface to evaluate objective functions.
void computeTrial(Vector< Real > &s, const Vector< Real > &x, const Vector< Real > &l, Objective< Real > &obj, Constraint< Real > &con, std::ostream &os)
Compute trial step.
CompositeStepAlgorithm(ParameterList &list)
ROL::Ptr< Vector< Real > > cvec_
void accept(Vector< Real > &s, Vector< Real > &n, Vector< Real > &t, Real f_new, Vector< Real > &c_new, Vector< Real > &gf_new, Vector< Real > &l_new, Vector< Real > &g_new, const Vector< Real > &x, const Vector< Real > &l, Real f, const Vector< Real > &gf, const Vector< Real > &c, const Vector< Real > &g, Vector< Real > &tCP, Vector< Real > &Wg, Objective< Real > &obj, Constraint< Real > &con, std::ostream &os)
Check acceptance of subproblem solutions, adjust merit function penalty parameter, ensure global convergence.
virtual void writeHeader(std::ostream &os) const override
Print iterate header.
Defines the linear algebra or vector space interface.
virtual void run(Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, Constraint< Real > &econ, Vector< Real > &emul, const Vector< Real > &eres, std::ostream &outStream=std::cout) override
Run algorithm on equality constrained problems (Type-E). This general interface supports the use of d...
ROL::Ptr< Vector< Real > > gvec_
Provides an interface to run equality constrained optimization algorithms using the Composite-Step Tr...
void computeQuasinormalStep(Vector< Real > &n, const Vector< Real > &c, const Vector< Real > &x, Real delta, Constraint< Real > &con, std::ostream &os)
Compute quasi-normal step by minimizing the norm of the linearized constraint.
void updateRadius(Vector< Real > &x, Vector< Real > &l, const Vector< Real > &s, Objective< Real > &obj, Constraint< Real > &con, std::ostream &os)
Update trust-region radius, take step, etc.
virtual void writeName(std::ostream &os) const override
Print step name.
void initialize(Vector< Real > &x, const Vector< Real > &g, Vector< Real > &l, const Vector< Real > &c, Objective< Real > &obj, Constraint< Real > &con, std::ostream &outStream=std::cout)
Initialize algorithm by computing a few quantities.
ROL::Ptr< Vector< Real > > lvec_
ROL::Ptr< Vector< Real > > xvec_
void computeLagrangeMultiplier(Vector< Real > &l, const Vector< Real > &x, const Vector< Real > &gf, Constraint< Real > &con, std::ostream &os)
Compute Lagrange multipliers by solving the least-squares problem minimizing the gradient of the Lagr...
void solveTangentialSubproblem(Vector< Real > &t, Vector< Real > &tCP, Vector< Real > &Wg, const Vector< Real > &x, const Vector< Real > &g, const Vector< Real > &n, const Vector< Real > &l, Real delta, Objective< Real > &obj, Constraint< Real > &con, std::ostream &os)
Solve tangential subproblem.
void printInfoLS(const std::vector< Real > &res, std::ostream &os) const
virtual void writeOutput(std::ostream &os, const bool print_header=false) const override
Print iterate status.
Defines the general constraint operator interface.
Real setTolOSS(const Real intol) const